+313.4%
RF vs TD
+7,985.3%
-7,671.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -0.9% | -1.7% | +0.8% | +0.4% |
| 30D | +6.0% | +8.2% | -2.2% | -0.9% |
| 3M | -8.9% | +1.7% | -10.6% | -10.5% |
| 6M | +2.3% | +14.2% | -11.9% | -8.9% |
| YTD | +7.6% | +32.8% | -25.2% | -15.7% |
| 1Y | +21.2% | +55.5% | -34.3% | -16.9% |
| 3Y | +108.5% | +129.6% | -21.1% | +1.7% |
| 5Y | +43.2% | +102.2% | -59.0% | -21.6% |
| 10Y | +288.1% | +306.3% | -18.2% | +27.7% |
| All | +313.4% | +7,985.3% | -7,671.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling